Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1LRGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260073
Last Value
412.59
-0.12 (-0.03%)
As of
CETWeek to Week Change
0.02%
52 Week Change
14.95%
Year to Date Change
10.60%
Daily Low
412.59
Daily High
412.59
52 Week Low
345.2 — 23 Oct 2023
52 Week High
415.7 — 17 Jul 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Merck & Co. Inc. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Johnson & Johnson | US |
International Business Machine | US |
Coca-Cola Co. | US |
McDonald's Corp. | US |
Lockheed Martin Corp. | US |
VISA Inc. Cl A | US |
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